How to make the Doctor Strange reality bend?
Actually your idea of using the Simple Deform modifier seems to work with the Twist option and an empty as Origin that you move on the X axis. Once your good, parent both the stairs and the empty to a new empty that you rotate 45° on the Y axis:


In the clip you show, the stairs don't even seem to bend on their height, they just duplicate the first stairs and delayed a bit the animation, imho it's as simple as that, but you can also deform it a bit with a Lattice or a Mesh Deform modifier.